ECBOT 5 Year T-Note Future December 2013
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
121-085 |
121-050 |
-0-035 |
-0.1% |
121-132 |
High |
121-102 |
121-217 |
0-115 |
0.3% |
122-052 |
Low |
121-030 |
121-047 |
0-017 |
0.0% |
121-055 |
Close |
121-047 |
121-135 |
0-088 |
0.2% |
121-105 |
Range |
0-072 |
0-170 |
0-098 |
136.1% |
0-317 |
ATR |
0-105 |
0-109 |
0-005 |
4.5% |
0-000 |
Volume |
463,789 |
516,469 |
52,680 |
11.4% |
2,951,267 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-003 |
122-239 |
121-228 |
|
R3 |
122-153 |
122-069 |
121-182 |
|
R2 |
121-303 |
121-303 |
121-166 |
|
R1 |
121-219 |
121-219 |
121-151 |
121-261 |
PP |
121-133 |
121-133 |
121-133 |
121-154 |
S1 |
121-049 |
121-049 |
121-119 |
121-091 |
S2 |
120-283 |
120-283 |
121-104 |
|
S3 |
120-113 |
120-199 |
121-088 |
|
S4 |
119-263 |
120-029 |
121-042 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-168 |
123-294 |
121-279 |
|
R3 |
123-171 |
122-297 |
121-192 |
|
R2 |
122-174 |
122-174 |
121-163 |
|
R1 |
121-300 |
121-300 |
121-134 |
121-238 |
PP |
121-177 |
121-177 |
121-177 |
121-147 |
S1 |
120-303 |
120-303 |
121-076 |
120-242 |
S2 |
120-180 |
120-180 |
121-047 |
|
S3 |
119-183 |
119-306 |
121-018 |
|
S4 |
118-186 |
118-309 |
120-251 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-052 |
121-030 |
1-022 |
0.9% |
0-143 |
0.4% |
31% |
False |
False |
506,108 |
10 |
122-052 |
121-030 |
1-022 |
0.9% |
0-117 |
0.3% |
31% |
False |
False |
516,574 |
20 |
122-052 |
121-030 |
1-022 |
0.9% |
0-098 |
0.3% |
31% |
False |
False |
471,737 |
40 |
122-052 |
120-070 |
1-302 |
1.6% |
0-099 |
0.3% |
62% |
False |
False |
472,188 |
60 |
122-052 |
118-100 |
3-272 |
3.2% |
0-117 |
0.3% |
81% |
False |
False |
515,298 |
80 |
122-052 |
118-100 |
3-272 |
3.2% |
0-108 |
0.3% |
81% |
False |
False |
387,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-300 |
2.618 |
123-022 |
1.618 |
122-172 |
1.000 |
122-067 |
0.618 |
122-002 |
HIGH |
121-217 |
0.618 |
121-152 |
0.500 |
121-132 |
0.382 |
121-112 |
LOW |
121-047 |
0.618 |
120-262 |
1.000 |
120-197 |
1.618 |
120-092 |
2.618 |
119-242 |
4.250 |
118-284 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
121-134 |
121-131 |
PP |
121-133 |
121-127 |
S1 |
121-132 |
121-124 |
|